Diana Barro

According to our database, Diana Barro authored at least 8 papers between 2005 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

Alternative Probability Weighting Functions in Behavioral Portfolio Selection.

Diana Barro, Marco Corazza, Martina Nardon

Proceedings of the Studies in Theoretical and Applied Statistics, 2021

2019

Volatility versus downside risk: performance protection in dynamic portfolio strategies.

Diana Barro, Elio Canestrelli, Giorgio Consigli

Comput. Manag. Sci., 2019

2016

Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems.

Diana Barro, Elio Canestrelli

OR Spectr., 2016

2014

Downside risk in multiperiod tracking error models.

Diana Barro, Elio Canestrelli

Central Eur. J. Oper. Res., 2014

2010

Credit contagion in a network of firms with spatial interaction.

Diana Barro, Antonella Basso

Eur. J. Oper. Res., 2010

2009

Tracking error: a multistage portfolio model.

Diana Barro, Elio Canestrelli

Ann. Oper. Res., 2009

Portfolio management with minimum guarantees: some modeling and optimization issues.

Diana Barro, Elio Canestrelli

Proceedings of the Neural Nets WIRN09, 2009

2005

Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach.

Diana Barro, Elio Canestrelli

Eur. J. Oper. Res., 2005